Brian Ward

Columbia University

PhD Student/ Research Assistant

New York, NY

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,297

SSRN RANKINGS

Top 37,297

in Total Papers Downloads

1,896

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs

Studies in Economics and Finance, vol 32, issue 3, pp.278 - 297, 2015
Number of pages: 20 Posted: 20 Aug 2014 Last Revised: 01 Aug 2015
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 653 (58,362)
Citation 8

Abstract:

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gold spot, futures, exchange-traded funds, leveraged ETFs

2.

How to Mine Gold Without Digging

International Journal of Financial Engineering, Vol. 6, No. 1, p.1950009, 2019
Number of pages: 23 Posted: 15 May 2018 Last Revised: 12 Nov 2019
Kevin Guo, Tim Leung and Brian Ward
Columbia University, University of Washington - Department of Applied Math and Columbia University
Downloads 320 (135,597)

Abstract:

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3.

Tracking VIX with VIX Futures: Portfolio Construction and Performance

Handbook of Applied Investment Research, J. Guerard and W. Ziemba eds., World Scientific Publishing Co, forthcoming, 2020
Number of pages: 22 Posted: 02 Jul 2019 Last Revised: 12 Nov 2019
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 319 (136,034)
Citation 1

Abstract:

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futures, volatility, index tracking, exchange-traded funds

4.

Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty

International Journal of Financial Engineering, Vol. 4, issue 2, p.1750020, 2017
Number of pages: 28 Posted: 05 Apr 2016 Last Revised: 28 Feb 2019
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 226 (192,201)
Citation 1

Abstract:

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5.

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Applied Mathematical Finance, August 2018
Number of pages: 26 Posted: 30 May 2017 Last Revised: 27 Feb 2019
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 219 (198,887)
Citation 1

Abstract:

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slippage, index tracking, exposure control, realized covariance, derivatives trading

Fast and Precautious: Order Controls for Trade Execution

Number of pages: 12 Posted: 04 Jun 2017
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 141 (289,504)

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Fast and Precautious: Order Controls for Trade Execution

RISK Magazine, April Issue, 2017 https://www.risk.net/asset-management/4682041/fast-and-precautious-order-controls-for-trade-execution
Posted: 04 Jun 2017
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 18 (757,273)

Abstract:

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